-39.5%
DT vs LNT
+55.5%
-95.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +2.7% | -0.5% | +3.3% | +2.8% |
| 30D | -30.4% | +9.9% | -40.3% | -30.7% |
| 3M | -9.4% | +4.8% | -14.2% | -9.6% |
| 6M | +14.5% | +2.2% | +12.3% | +14.4% |
| YTD | +3.6% | +15.9% | -12.3% | +2.0% |
| 1Y | -3.4% | +10.6% | -14.0% | -4.4% |
| 3Y | -11.1% | +66.1% | -77.2% | -17.0% |
| 5Y | -39.5% | +55.6% | -95.1% | -42.8% |
| All | -39.5% | +55.5% | -95.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling